+54.5%
PCG vs SSNC
+21.4%
+33.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.8% |
| 7D | -13.9% | +0.6% | -14.5% | -14.0% |
| 30D | -16.9% | +6.0% | -22.9% | -18.5% |
| 3M | -14.7% | +21.0% | -35.7% | -20.4% |
| 6M | -23.8% | +12.1% | -35.9% | -27.1% |
| YTD | -10.5% | -3.2% | -7.3% | -9.7% |
| 1Y | -5.1% | -4.4% | -0.8% | -4.0% |
| 3Y | -11.6% | +51.6% | -63.2% | -28.0% |
| All | +54.5% | +21.4% | +33.0% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling